z/OS does not provide a ZIP product as part of the base code. So you have a couple of options if you need to unzip data sets or files.
Your site can buy a product (such as PKZIP FOR z/OS) that unzips the data set (files on mainframes exist only on tape or Unix System Services); prices for mainframe software usually depend upon how big a machine you're running but upwards of $100,000 US for a software product is pretty common. I don't know pricing for PKZIP FOR z/OS.
Your site support group can install GZIP and GUNZIP from the z/OS Ported Tools at no charge. They work on Unix System Services files, so you would FTP the file from the Unix machine to a directory on the mainframe, use GUNZIP, then move the file from Unix System Services to a data set on the mainframe (OPUT or OCOPY).
Can someone please help me on this.
This is redundant at best (this is a help forum, after all). At worst, it can be seen as trying to force people to respond. People who respond on this forum are volunteers -- as in, they answer when they have time, knowledge of the question, and interest in responding. Asking multiple times or posting how urgent your request is usually results in FEWER responses since people who would have responded don't want the hassle of dealing with someone who is impatient and didn't read the forum rules.